+215.9%
TWLO vs BTSG
+416.6%
-200.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +0.2% | +2.9% | -2.7% | -0.6% |
| 30D | -9.1% | +0.9% | -10.0% | -9.7% |
| 3M | +11.0% | +1.6% | +9.4% | +8.5% |
| 6M | +79.4% | +46.8% | +32.6% | +54.0% |
| YTD | +59.7% | +65.5% | -5.8% | +31.5% |
| 1Y | +112.3% | +136.2% | -23.9% | +54.9% |
| All | +215.9% | +416.6% | -200.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling